Box Cox R. The first table contains a standard header for a maximum likelihood estimator and a standard output table for the box cox transform parameters. It can also be used on a single vector.
This is a slight generalization of the boxcox function in the mass package that allows for families of transformations other than the box cox power family. The basic idea behind this method is to find some value for λ such that the transformed data is as close to normally distributed as possible using the following formula. Boxcox is a generic function used to compute the value s of an objective for one or more box cox power transformations or to compute an optimal power transformation based on a specified objective.
Currently there is a default method and a method for objects of class lm.
The first table contains a standard header for a maximum likelihood estimator and a standard output table for the box cox transform parameters. In turns out that in doing this it often reduces non linearity as well. For this the box cox power transformation searches for various values of lambda by various methods until the best value is found. This is a slight generalization of the boxcox function in the mass package that allows for families of transformations other than the box cox power family.
